NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.649 |
0.073 |
2.8% |
2.439 |
| High |
2.621 |
2.695 |
0.074 |
2.8% |
2.621 |
| Low |
2.538 |
2.600 |
0.062 |
2.4% |
2.387 |
| Close |
2.597 |
2.660 |
0.063 |
2.4% |
2.597 |
| Range |
0.083 |
0.095 |
0.012 |
14.5% |
0.234 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.7% |
0.000 |
| Volume |
92,609 |
55,453 |
-37,156 |
-40.1% |
502,156 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.937 |
2.893 |
2.712 |
|
| R3 |
2.842 |
2.798 |
2.686 |
|
| R2 |
2.747 |
2.747 |
2.677 |
|
| R1 |
2.703 |
2.703 |
2.669 |
2.725 |
| PP |
2.652 |
2.652 |
2.652 |
2.663 |
| S1 |
2.608 |
2.608 |
2.651 |
2.630 |
| S2 |
2.557 |
2.557 |
2.643 |
|
| S3 |
2.462 |
2.513 |
2.634 |
|
| S4 |
2.367 |
2.418 |
2.608 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.237 |
3.151 |
2.726 |
|
| R3 |
3.003 |
2.917 |
2.661 |
|
| R2 |
2.769 |
2.769 |
2.640 |
|
| R1 |
2.683 |
2.683 |
2.618 |
2.726 |
| PP |
2.535 |
2.535 |
2.535 |
2.557 |
| S1 |
2.449 |
2.449 |
2.576 |
2.492 |
| S2 |
2.301 |
2.301 |
2.554 |
|
| S3 |
2.067 |
2.215 |
2.533 |
|
| S4 |
1.833 |
1.981 |
2.468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.695 |
2.393 |
0.302 |
11.4% |
0.112 |
4.2% |
88% |
True |
False |
90,689 |
| 10 |
2.881 |
2.387 |
0.494 |
18.6% |
0.134 |
5.0% |
55% |
False |
False |
79,669 |
| 20 |
2.920 |
2.387 |
0.533 |
20.0% |
0.123 |
4.6% |
51% |
False |
False |
63,033 |
| 40 |
3.320 |
2.387 |
0.933 |
35.1% |
0.114 |
4.3% |
29% |
False |
False |
50,547 |
| 60 |
3.320 |
2.387 |
0.933 |
35.1% |
0.108 |
4.1% |
29% |
False |
False |
45,033 |
| 80 |
3.320 |
2.387 |
0.933 |
35.1% |
0.098 |
3.7% |
29% |
False |
False |
39,107 |
| 100 |
3.320 |
2.387 |
0.933 |
35.1% |
0.091 |
3.4% |
29% |
False |
False |
34,212 |
| 120 |
3.320 |
2.387 |
0.933 |
35.1% |
0.084 |
3.1% |
29% |
False |
False |
30,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.099 |
|
2.618 |
2.944 |
|
1.618 |
2.849 |
|
1.000 |
2.790 |
|
0.618 |
2.754 |
|
HIGH |
2.695 |
|
0.618 |
2.659 |
|
0.500 |
2.648 |
|
0.382 |
2.636 |
|
LOW |
2.600 |
|
0.618 |
2.541 |
|
1.000 |
2.505 |
|
1.618 |
2.446 |
|
2.618 |
2.351 |
|
4.250 |
2.196 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2.656 |
2.624 |
| PP |
2.652 |
2.587 |
| S1 |
2.648 |
2.551 |
|